+19.0%
AAL vs MSTZ
-99.3%
+118.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.5% |
| 7D | -3.7% | -29.7% | +26.0% | -6.0% |
| 30D | -20.8% | -65.3% | +44.5% | -26.7% |
| 3M | -1.3% | -57.3% | +56.1% | -4.6% |
| 6M | +5.4% | -61.6% | +67.0% | +3.3% |
| YTD | -14.4% | -78.3% | +63.9% | -17.2% |
| 1Y | +2.1% | -30.2% | +32.3% | +15.0% |
| All | +19.0% | -99.3% | +118.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling